optionstratlib-math

Generic numerical containers and algorithms of OptionStratLib: 2D curves, 3D surfaces, and the construction, interpolation, arithmetic and metric machinery they share. Nothing here knows about option chains, Greeks, pricing or plotting; the crate depends only on optionstratlib-core and general numeric crates.

Coordinates are rust_decimal::Decimal, and arithmetic on them is checked.

Place in the workspace

• Depends on optionstratlib-core.
• Must not depend on optionstratlib-pricing, -simulation, -market, -analytics, -strategies, -backtest and -visualization; make check-graph enforces the layering (ADR-0001 D9).
• In the facade: optionstratlib::{curves, surfaces, geometrics} and the math errors in optionstratlib::error, under the facade feature math. The facade paths are the same types as the paths here; the ownership map lists every one with its feature.

Moving from 0.21? The 0.22 architecture and adoption guide maps each redesign to its replacement workflow; 0.22 keeps no compatibility with 0.21.

Minimal example

use optionstratlib_math::curves::{Curve, Point2D};
use std::collections::BTreeSet;

fn main() {
    let points: BTreeSet<Point2D> = [(0, 0), (1, 2), (2, 4)]
        .into_iter()
        .map(|(x, y)| Point2D::new(x, y))
        .collect();
    let curve = Curve::new(points);
    assert_eq!(curve.points.len(), 3);
}

Runnable example

A runnable program that depends on this crate directly, with the smallest dependency set and no facade, is osl-example-direct-math; make tree-example-direct-math asserts its resolved graph.

Features

Option-specific projections (BasicCurves, BasicSurfaces) live in the analytics layer and plotting in visualization; most users get all of it through the optionstratlib facade.

License

MIT